+5,197.0%
COF vs KGC
+46.7%
+5,150.3%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.8% |
| 7D | -3.4% | -6.7% | +3.3% | -3.2% |
| 30D | +0.4% | -6.7% | +7.0% | +0.6% |
| 3M | -12.5% | -22.6% | +10.0% | -11.9% |
| 6M | +8.3% | -33.4% | +41.7% | +9.4% |
| YTD | -18.6% | -26.0% | +7.4% | -18.1% |
| 1Y | -8.6% | -18.3% | +9.7% | -8.4% |
| 3Y | +94.7% | +315.8% | -221.1% | +85.2% |
| 5Y | +35.3% | +225.7% | -190.4% | +28.8% |
| 10Y | +185.1% | +610.5% | -425.3% | +163.2% |
| All | +5,197.0% | +46.7% | +5,150.3% | +5,179.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling